Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
128.87 |
128.92 |
0.05 |
0.0% |
129.72 |
| High |
129.14 |
129.48 |
0.34 |
0.3% |
129.99 |
| Low |
128.60 |
128.85 |
0.25 |
0.2% |
128.52 |
| Close |
128.79 |
129.23 |
0.44 |
0.3% |
129.23 |
| Range |
0.54 |
0.63 |
0.09 |
16.7% |
1.47 |
| ATR |
0.73 |
0.72 |
0.00 |
-0.4% |
0.00 |
| Volume |
860,607 |
991,165 |
130,558 |
15.2% |
4,465,083 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.08 |
130.78 |
129.58 |
|
| R3 |
130.45 |
130.15 |
129.40 |
|
| R2 |
129.82 |
129.82 |
129.35 |
|
| R1 |
129.52 |
129.52 |
129.29 |
129.67 |
| PP |
129.19 |
129.19 |
129.19 |
129.26 |
| S1 |
128.89 |
128.89 |
129.17 |
129.04 |
| S2 |
128.56 |
128.56 |
129.11 |
|
| S3 |
127.93 |
128.26 |
129.06 |
|
| S4 |
127.30 |
127.63 |
128.88 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.66 |
132.91 |
130.04 |
|
| R3 |
132.19 |
131.44 |
129.63 |
|
| R2 |
130.72 |
130.72 |
129.50 |
|
| R1 |
129.97 |
129.97 |
129.36 |
129.61 |
| PP |
129.25 |
129.25 |
129.25 |
129.07 |
| S1 |
128.50 |
128.50 |
129.10 |
128.14 |
| S2 |
127.78 |
127.78 |
128.96 |
|
| S3 |
126.31 |
127.03 |
128.83 |
|
| S4 |
124.84 |
125.56 |
128.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.99 |
128.52 |
1.47 |
1.1% |
0.60 |
0.5% |
48% |
False |
False |
893,016 |
| 10 |
130.75 |
128.52 |
2.23 |
1.7% |
0.59 |
0.5% |
32% |
False |
False |
790,929 |
| 20 |
132.36 |
128.52 |
3.84 |
3.0% |
0.65 |
0.5% |
18% |
False |
False |
633,675 |
| 40 |
132.36 |
128.52 |
3.84 |
3.0% |
0.76 |
0.6% |
18% |
False |
False |
801,883 |
| 60 |
133.29 |
128.41 |
4.88 |
3.8% |
0.77 |
0.6% |
17% |
False |
False |
556,269 |
| 80 |
133.29 |
126.01 |
7.28 |
5.6% |
0.72 |
0.6% |
44% |
False |
False |
417,356 |
| 100 |
133.29 |
125.81 |
7.48 |
5.8% |
0.66 |
0.5% |
46% |
False |
False |
333,923 |
| 120 |
133.29 |
124.50 |
8.79 |
6.8% |
0.57 |
0.4% |
54% |
False |
False |
278,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.16 |
|
2.618 |
131.13 |
|
1.618 |
130.50 |
|
1.000 |
130.11 |
|
0.618 |
129.87 |
|
HIGH |
129.48 |
|
0.618 |
129.24 |
|
0.500 |
129.17 |
|
0.382 |
129.09 |
|
LOW |
128.85 |
|
0.618 |
128.46 |
|
1.000 |
128.22 |
|
1.618 |
127.83 |
|
2.618 |
127.20 |
|
4.250 |
126.17 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.21 |
129.15 |
| PP |
129.19 |
129.08 |
| S1 |
129.17 |
129.00 |
|